+854.3%
EEM vs SLB
+412.8%
+441.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | +2.3% | +0.8% | +1.5% | +1.8% |
| 30D | +4.5% | +15.8% | -11.3% | -2.0% |
| 3M | -0.1% | -0.3% | +0.3% | -1.0% |
| 6M | +16.9% | +21.3% | -4.4% | +6.3% |
| YTD | +26.2% | +52.3% | -26.1% | +3.9% |
| 1Y | +40.5% | +63.6% | -23.1% | +11.7% |
| 3Y | +86.2% | +3.8% | +82.4% | +72.0% |
| 5Y | +45.5% | +128.6% | -83.2% | -14.6% |
| 10Y | +128.6% | -3.1% | +131.7% | +75.4% |
| All | +854.3% | +412.8% | +441.4% | +306.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SLB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling